Hey Fix_it123,
If you haven't already, make sure that your Apple Watch and paired iPhone are fully updated, then update the Spotify app. Updating helps by installing bug fixes and security updates:
Update your iPhone, iPad, or iPod touch - Apple Support
Update your Apple Watch - Apple Support
How to manually update apps on your Apple device - Apple Support
If you're already updated or the behavior continues, refresh the settings to see if that helps by turning on "Auto-Launch Audio Apps" and "Return to App", then restart both devices (iPhone and Apple Watch), and turn the settings back on.
Let us know how it goes.
Take care!